The Arena Group Holdings Inc (AREN)
0.7382
+0.01
(+1.26%)
USD |
NYAM |
Apr 26, 16:00
0.7075
-0.03
(-4.16%)
After-Hours: 20:00
Arena Group Holdings Max Drawdown (5Y): 96.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 96.22% |
February 29, 2024 | 96.22% |
January 31, 2024 | 96.22% |
December 31, 2023 | 91.18% |
November 30, 2023 | 91.18% |
October 31, 2023 | 85.05% |
September 30, 2023 | 89.56% |
August 31, 2023 | 89.56% |
July 31, 2023 | 89.56% |
June 30, 2023 | 89.56% |
May 31, 2023 | 89.56% |
April 30, 2023 | 89.56% |
March 31, 2023 | 89.56% |
February 28, 2023 | 89.56% |
January 31, 2023 | 89.56% |
December 31, 2022 | 89.56% |
November 30, 2022 | 89.56% |
October 31, 2022 | 89.56% |
September 30, 2022 | 89.56% |
August 31, 2022 | 89.56% |
July 31, 2022 | 89.56% |
June 30, 2022 | 89.56% |
May 31, 2022 | 89.56% |
April 30, 2022 | 89.56% |
March 31, 2022 | 89.56% |
Date | Value |
---|---|
February 28, 2022 | 89.56% |
January 31, 2022 | 89.56% |
December 31, 2021 | 89.56% |
November 30, 2021 | 89.56% |
October 31, 2021 | 89.56% |
September 30, 2021 | 89.56% |
August 31, 2021 | 89.56% |
July 31, 2021 | 89.56% |
June 30, 2021 | 89.56% |
May 31, 2021 | 89.56% |
April 30, 2021 | 89.56% |
March 31, 2021 | 89.56% |
February 28, 2021 | 89.56% |
January 31, 2021 | 89.56% |
December 31, 2020 | 89.56% |
November 30, 2020 | 89.56% |
October 31, 2020 | 89.56% |
September 30, 2020 | 89.56% |
August 31, 2020 | 89.56% |
July 31, 2020 | 89.56% |
June 30, 2020 | 89.56% |
May 31, 2020 | 89.56% |
April 30, 2020 | 89.56% |
March 31, 2020 | 89.56% |
February 29, 2020 | 89.56% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
85.05%
Minimum
Oct 2023
96.22%
Maximum
Jan 2024
89.87%
Average
89.56%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Digital Ally Inc | 98.45% |
Super League Enterprise Inc | 99.48% |
CourtSide Group Inc | -- |
Alphabet Inc | 44.32% |
Taboola.com Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.442 |
Beta (5Y) | -0.8668 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 269.7% |
Historical Sharpe Ratio (5Y) | -0.0547 |
Historical Sortino (5Y) | -0.3067 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.76% |